DAT vs. SWPPX

In the year-to-date period, DAT achieves a 2.73% return, which is significantly higher than SWPPX's 1.05% return.

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DAT has a 0.58% expense ratio, which is higher than SWPPX's 0.02% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for ProShares Big Data Refiners ETF (DAT) and Schwab S&P 500 Index Fund (SWPPX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

The current DAT Sharpe Ratio is 0.96, which is higher than the SWPPX Sharpe Ratio of 0.73. The chart below compares the historical Sharpe Ratios of DAT and SWPPX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

DAT has not paid dividends to shareholders, while SWPPX's dividend yield for the trailing twelve months is around 1.22%.

The maximum DAT drawdown since its inception was -56.22%, roughly equal to the maximum SWPPX drawdown of -55.06%. Use the drawdown chart below to compare losses from any high point for DAT and SWPPX.

ProShares Big Data Refiners ETF (DAT) has a higher volatility of 6.19% compared to Schwab S&P 500 Index Fund (SWPPX) at 4.77%. This indicates that DAT's price experiences larger fluctuations and is considered to be riskier than SWPPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.